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Numerical SDEs
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FILE INFORMATION
Ranked as 35369 on our all-time top downloads list with 1155 downloads.
Ranked as 9886 on our top downloads list for the past seven days with 2 downloads.
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sde.zip
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Filename
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sde.zip (Download)
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Title
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Numerical SDEs
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Description
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This zip file contains two programs, one for the stochastic Euler (Euler-Maruyama) Scheme for a pathwise approximation to a stochastic sde and another program for the Milstein program for a pathwise approximation to a stochastic process. Enjoy!
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Author
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Jeremy Lane (jerlanesde@gmail.com)
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Category
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TI-83/84 Plus BASIC Math Programs (Statistics)
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File Size
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762 bytes
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File Date and Time
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Fri Jun 17 01:47:12 2011
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Documentation Included?
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No
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ARCHIVE CONTENTS
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Archive Contents
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Name
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Size
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| MILSTEIN.8xp | 352 |
| STOCHEUL.8xp | 289 |
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